Related papers: Stochastic Komatu-Loewner evolutions and SLEs
In part 1 (Chapter 2) we present the basic notions of Loewner theory. Here we use a modern form which was developed by F. Bracci, M. Contreras, S. D\'iaz-Madrigal et al. and which can be applied to certain higher dimensional complex…
We consider the Cauchy problem for stochastic fractional evolution equations with Caputo time fractional derivative of order $1<\alpha<2$ and space variable coefficients on an unbounded domain. The space derivatives that appear in the…
A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…
The strong coupling $\alpha_s$ is determined with high precision from fits to lattice QCD simulations on the static energy. Our theoretical setup relies on R-improving the three-loop fixed-order prediction for the static energy by removing…
We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal distributions. Our approach uses a copula-based transformation…
What is the scaling limit of diffusion limited aggregation (DLA) in the plane? This is an old and famously difficult question. One can generalize the question in two ways: first, one may consider the {\em dielectric breakdown model}…
This paper studies the distributional asymptotics of the slowly changing sequence of logarithms $(\log_bn)$ with $b\in\mathbb{N}\setminus\{1\}.$ It is known that $(\log_bn)$ is not uniformly distributed modulo one, and its omega limit set…
We present a bifidelity Karhunen-Lo\`eve expansion (KLE) surrogate model for field-valued quantities of interest (QoIs) under uncertain inputs. The approach combines the spectral efficiency of the KLE with polynomial chaos expansions (PCEs)…
We study the scaling limit of planar loop erased random walk (LERW) on the percolation cluster, with occupation probability $p\geq p_c$. We numerically demonstrate that the scaling limit of planar LERW$_p$ curves, for all $p>p_c$, can be…
Large, non-Gaussian spatial datasets pose a considerable modeling challenge as the dependence structure implied by the model needs to be captured at different scales, while retaining feasible inference. Skew-normal and skew-t distributions…
Surface growth models may give rise to unstable growth with mound formation whose tipical linear size L increases in time. In one dimensional systems coarsening is generally driven by an attractive interaction between domain walls or kinks.…
In this paper we consider the inhomogeneous nonlinear Schr\"odinger equation $i\partial_t u +\Delta u=K(x)|u|^\alpha u,\, u(0)=u_0\in H^s({\mathbb R}^N),\, s=0,\,1,$ $N\geq 1,$ $|K(x)|+|x|^s|\nabla^sK(x)|\lesssim |x|^{-b},$…
The configurational distribution function, solution of an evolution (diffusion) equation of the Fokker-Planck-Smoluchowski type, is (at least part of) the corner stone of polymer dynamics: it is the key to calculating the stress tensor…
We calculate DIS-scheme splitting and coefficient functions for electromagnetic deep inelastic scattering with small x resummations, as given by the NLL BFKL equation with running coupling and approximate NLL resummed impact factors. The…
In this paper, we establish the global well-posedness of stochastic 3D Leray-$\alpha$ model with general fractional dissipation driven by multiplicative noise. This model is the stochastic 3D Navier-Stokes equation regularized through a…
Because of the roughly linear correlation between Be/H and Fe/H in low metallicity halo stars, it has been argued that a ``primary'' component in the nucleosynthesis of Be must be present in addition to the ``secondary'' component from…
In this note we consider the ansatz for Multiple Schramm-Loewner Evolutions (SLEs) proposed by Bauer, Bernard and Kytola from a more probabilistic point of view. Here we show their ansatz is a consequence of conformal invariance,…
The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated…
We consider a phase-field fracture propagation model, which consists of two (nonlinear) coupled partial differential equations. The first equation describes the displacement evolution, and the second is a smoothed indicator variable,…
The conserved Swift-Hohenberg equation with cubic nonlinearity provides the simplest microscopic description of the thermodynamic transition from a fluid state to a crystalline state. The resulting phase field crystal model describes a…